+1,770.3%
SMCI vs IDXX
+360.5%
+1,409.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.6% | +7.4% |
| 7D | +1.3% | -5.7% | +7.0% | +3.9% |
| 30D | +6.6% | -11.5% | +18.2% | +12.1% |
| 3M | +25.4% | -9.5% | +35.0% | +29.1% |
| 6M | +26.1% | -16.0% | +42.1% | +35.1% |
| YTD | +37.0% | -25.4% | +62.4% | +54.7% |
| 1Y | -8.8% | -21.8% | +13.0% | -0.2% |
| 3Y | +44.6% | +7.0% | +37.6% | +35.2% |
| 5Y | +995.9% | -26.0% | +1,021.9% | +1,039.4% |
| All | +1,770.3% | +360.5% | +1,409.8% | +937.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IDXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling